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~isPartOf:"Economic modelling"
~person:"Tiwari, Aviral Kumar"
~person:"Yoon, Seong-min"
~person:"Zhang, Yaojie"
~subject:"Germany"
~subject:"Oil price"
~subject:"Predictive regression"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stochastischer Prozess"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"World"
~subject:"Ölpreis"
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Germany
Oil price
Predictive regression
Prognoseverfahren
Risk
Stochastischer Prozess
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Time series analysis
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Ölpreis
Forecasting model
4
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Aktienmarkt
2
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2
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Volatility forecasting
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Chinese crude oil futures market
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Tiwari, Aviral Kumar
Yoon, Seong-min
Zhang, Yaojie
Ma, Feng
6
Todorova, Neda
4
Chevallier, Julien
3
Huang, Zhuo
3
Kumar, Dilip
3
Li, Yong
3
Liu, Jing
3
Liu, Li
3
Wang, Tianyi
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Abid, Ilyes
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Economic modelling
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13
Finance research letters
9
The North American journal of economics and finance : a journal of financial economics studies
6
Research in international business and finance
5
International journal of finance & economics : IJFE
4
International journal of forecasting
4
International review of economics & finance : IREF
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4
The Korean economic review
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Australian economic papers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Pacific-Basin finance journal
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Emerging Markets Finance and Trade, 2015
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
2
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
3
Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
Saved in:
4
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
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